+498.1%
LDOS vs SPY
+711.5%
-213.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | +7.2% | +2.0% | +5.2% | +5.6% |
| 6M | -24.2% | +13.0% | -37.3% | -30.6% |
| YTD | -25.8% | +13.5% | -39.3% | -32.2% |
| 1Y | -24.7% | +20.0% | -44.7% | -33.8% |
| 3Y | +39.3% | +77.2% | -37.9% | -7.5% |
| 5Y | +43.3% | +81.9% | -38.6% | -8.3% |
| 10Y | +278.6% | +314.1% | -35.5% | +39.4% |
| All | +498.1% | +711.5% | -213.4% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling